A B C D E F G H I J K L M N O P Q R S T U

48
49 1. Generate correlation for every pair of companies
50
51 Date MSFT GE INTC GM CSCO MSFT GE INTC GM CSCO
52 3/30/1990 0.1215189844 0.0404858291 0.0372670814 0.0222841222 0.01075269 MSFT 1
53 4/30/1990 0.047404062 -0.003891051 -0.053892214 -0.035422344 0.0106383 GE 0.44504301 1
54 5/31/1990 0.2586206794 0.0835156217 0.2215189934 0.1158192083 0.04210527 INTC 0.51650846 0.32354055 1
55 6/29/1990 0.0410958901 0.0054446459 -0.025906736 -0.020565553 0.07070707 GM 0.06883136 0.37962519 0.31738567 1
56 7/31/1990 -0.125 0.0342960283 -0.05319149 -0.020997375 -0.0377359 CSCO 0.51280171 0.37551289 0.48845119 0.15934815 1
57 8/31/1990 -0.075187966 -0.13438046 -0.25 -0.131367296 -0.0294118
58 9/28/1990 0.024390243 -0.113387093 -0.003745318 -0.088050313 -0.0909091
59 10/31/1990 0.0119047621 -0.04587156 0.0075187972 0.0137931034 0.31111112
60 11/30/1990 0.1333333403 0.052884616 0.1194029823 0.0136054419 0.33898306 MSFT GE INTC GM CSCO
61 12/31/1990 0.0415224917 0.0572602749 0.0266666673 -0.05821918 0.13607594 MSFT 1
62 1/31/1991 0.3039866984 0.1154684126 0.1883116812 0.0545454547 0.30362117 GE 0.44504301 1
63 2/28/1991 0.0573248416 0.0704687536 0.0437158458 0.100689657 -0.042735 INTC 0.51650846 0.32354055 1
64 3/28/1991 0.0228915662 0.0238970593 -0.020942409 -0.044303797 -0.1294643 GM 0.06883136 0.37962519 0.31738567 1
65 4/30/1991 -0.067137808 0.0161579885 0.053475935 -0.052980132 0.22051282 CSCO 0.51280171 0.37551289 0.48845119 0.15934815 1
66 5/31/1991 0.1085858569 0.0990812704 0.131979689 0.2174825072 0.08403362
67 6/28/1991 -0.068906605 -0.042071197 -0.165919289 -0.055072464 -0.0542636
68 7/31/1991 0.0788990855 -0.010135135 0.0107526882 -0.024539877 0.28688523
69 8/30/1991 0.1598639488 0.0221843012 0.0531914905 -0.033962265 0.15605095
70 9/30/1991 0.0439882688 -0.066644408 -0.146464646 -0.016447369 -0.0964187
71 10/31/1991 0.0547752827 -0.005405406 -0.03846154 -0.060200669 0.18902439
72 11/29/1991 0.0359520651 -0.061594203 0.0092307692 -0.113167264 0.01538462
73 12/31/1991 0.1439588666 0.1899613887 0.195121944 -0.060975611 0.33838382
74 1/31/1992 0.0808988735 -0.01633987 0.221938774 0.1212121248 0.13396226
75 2/28/1992 0.0270270277 0.0448504984 0.0605427958 0.1706563681 0.08485857
76 3/31/1992 -0.040485829 -0.029570747 -0.129921257 -0.023333333 -0.0306748
77 4/30/1992 -0.069620252 0.0115511548 -0.03167421 0.1331057996 -0.0759494
78 5/29/1992 0.0975056663 -0.003262643 -0.065420561 -0.039156627 0.25342464
79 6/30/1992 -0.132231399 0.025204584 0.1400000006 0.1134796292 0.0273224
80 7/31/1992 0.0392857157 -0.01607717 0.0482456125 -0.053977273 0.1356383
81 8/31/1992 0.0240549836 -0.03267974 -0.029288704 -0.158558562 -0.1217799
82 9/30/1992 0.0805369094 0.0654054061 0.1336206943 -0.072202168 0.12800001
83 10/30/1992 0.1024844721 -0.019169329 0.0281368829 -0.042801555 0.13475177
84 11/30/1992 0.0492957756 0.0846905559 0.0592592582 0.0552845523 0.24583334
85 12/31/1992 -0.083221473 0.0345945954 0.2167832106 0 0.05183946
86 1/29/1993 0.0131771592 0.0073099416 0.2281609178 0.1705426425 0.12559618
87 2/26/1993 -0.036127169 -0.023222061 0.0913348943 -0.00794702 -0.009887
88 3/31/1993 0.1094452739 0.0669242218 -0.012875536 0.0100671137 0.021398
89 4/30/1993 -0.075675674 0.0168302953 -0.171956509 0.0863787383 -0.0782123
90 5/28/1993 0.0833333358 0.0234482754 0.1655716151 -0.013455656 0.30909091
91 6/30/1993 -0.049932525 0.039137464 -0.00789177 0.10903427 0.01388889
92 7/30/1993 -0.159090906 0.0287206266 -0.049090911 0.0898876414 -0.0525114
93 8/31/1993 0.015202703 -0.002538071 0.2296650708 -0.029381441 -0.0795181
94 9/30/1993 0.0981697142 -0.017760815 0.1011673138 -0.109333336 0.04712042
95 10/29/1993 -0.028787879 0.0117340283 -0.105300352 0.1407185644 0.025
96 11/30/1993 -0.001560062 0.0141752576 -0.027667984 0.1118110269 0.09756097
97 12/31/1993 0.0078125 0.0733926371 0.008130081 0.0402843617 0.14888889
98 1/31/1994 0.0558139533 0.027413588 0.0532258041 0.1161731184 0.12185687
99 2/28/1994 -0.030837005 -0.022041764 0.0536398478 -0.045714285 0.01724138
100 3/31/1994 0.0272727273 -0.044175562 -0.018181818 -0.075107299 -0.0711864
101 4/29/1994 0.0914454311 -0.047499999 -0.095555551 0.0533642694 -0.1149635
102 5/31/1994 0.1621621549 0.0446194224 0.0245901644 -0.049339209 -0.1835051
103 6/30/1994 -0.039534885 -0.055577889 -0.064000003 -0.065116279 -0.0555556
104 7/29/1994 -0.002421308 0.0804289579 0.0139316237 0.0223880596 -0.1016043
105 8/31/1994 0.1286407709 -0.012406948 0.1097046435 -0.018004866 0.18154761
106 9/30/1994 -0.034408603 -0.025427135 -0.064638786 -0.067164183 0.10327456
107 10/31/1994 0.1224944293 0.0155844158 0.011138211 -0.157333329 0.10045662
108 11/30/1994 -0.001984127 -0.05882353 0.0160965789 -0.029746834 0.07053942
109 12/30/1994 -0.027833002 0.1176086888 0.0118811885 0.1049180329 0.08914728
110 1/31/1995 -0.028629856 0.0098039219 0.0870450065 -0.077151336 -0.0498221
111 2/28/1995 0.0610526316 0.0631067976 0.1495495439 0.1016077176 0.01123596
112 3/31/1995 0.1289682537 -0.006210045 0.0642633215 0.0322580636 0.12962963
113 4/28/1995 0.149384886 0.0370370373 0.2068924904 0.0255681816 0.04590164
114 5/31/1995 0.0359327234 0.0357142873 0.0964590982 0.0703601092 0.09717868
115 6/30/1995 0.0671586692 -0.020948276 0.1280623674 -0.0234375 0.15571429
116 7/31/1995 0.0013831259 0.0465631932 0.0272852909 0.0399999991 0.1025958
117 8/31/1995 0.0220994484 -0.002118644 -0.055769231 -0.027179489 0.17713004
118 9/29/1995 -0.021621622 0.0897664577 -0.018329939 -0.00530504 0.05142857
119 10/31/1995 0.1049723774 -0.007843138 0.1604149491 -0.06666667 0.12318841
120 11/30/1995 -0.128749996 0.0612648204 -0.128801435 0.1154285669 0.08548387
121 12/29/1995 0.0071736011 0.0794785842 -0.067761809 0.0902061835 -0.1129272
122 1/31/1996 0.0541310534 0.0659722239 -0.026002202 -0.004728132 0.11557789
123 2/29/1996 0.0668918937 -0.016286645 0.0647807643 -0.018527316 0.14114115
124 3/29/1996 0.0449651666 0.0375496708 -0.032943677 0.0390243903 -0.0236842
125 4/30/1996 0.0981818214 -0.008025683 0.1919120848 0.018779343 0.11859838
126 5/31/1996 0.0485651232 0.0711974129 0.1143911406 0.0235023033 0.05542169
127 6/28/1996 0.0115789473 0.0483383685 -0.027317882 -0.049886622 0.03424658
128 7/31/1996 -0.01873049 -0.046570607 0.0236595739 -0.069212407 -0.0860927
129 8/30/1996 0.0392364785 0.0106382975 0.0623960048 0.0261538476 0.01932367
130 9/30/1996 0.076530613 0.1002706811 0.1957713366 -0.032745592 0.17654029
131 10/31/1996 0.0407582931 0.0631868169 0.1518009305 0.1171875 -0.0030211
132 11/29/1996 0.1429872513 0.074935399 0.154721275 0.0820512846 0.09696969
133 12/31/1996 0.0533864535 -0.044278849 0.0320197046 -0.03253796 -0.0626151
134 1/31/1997 0.234493196 0.0467762314 0.2395226657 0.0582959652 0.09626719
135 2/28/1997 -0.044117648 -0.006038647 -0.125577807 -0.01059322 -0.202509
136 3/31/1997 -0.059615385 -0.030182263 -0.019383259 -0.043196544 -0.1348315
137 4/30/1997 0.3251533806 0.1183879077 0.1009883136 0.0451467261 0.07532468
138 5/30/1997 0.0205761325 0.0878378376 -0.010612245 2.31322E-10 0.30917874
139 6/30/1997 0.0191532262 0.0766045526 -0.063943893 -0.02832244 -0.0092251
140 7/31/1997 0.1196834818 0.0828461573 0.2952666581 0.1098654717 0.18528864
141 8/29/1997 -0.065812722 -0.107843138 0.003403676 0.0222222228 -0.0526316
142 9/30/1997 0.0009456265 0.0920679346 0.0020352781 0.0667330697 -0.0306799
143 10/31/1997 -0.017477563 -0.05050505 -0.165551797 -0.041083101 0.12275449
144 11/28/1997 0.0884615406 0.1431334615 0.0081168832 -0.042843234 0.05142857
145 12/31/1997 -0.086572438 -0.002707276 -0.095008053 0.0580364801 -0.0304348
146 1/30/1998 0.1542553157 0.0562180579 0.1534519643 -0.046296295 0.13116592
147 2/27/1998 0.1361541748 0.0032258064 0.1072530895 0.1984897554 0.04459861
148 3/31/1998 0.0560471974 0.1123794243 -0.129616722 -0.017225748 0.03795066
149 4/30/1998 0.0069832401 -0.01160261 0.03561249 -0.005535055 0.07129799
150 5/29/1998 -0.058945909 -0.021276595 -0.11600928 0.0742115006 0.03242321
151 6/30/1998 0.2778187096 0.0899550244 0.0376202986 -0.070434779 0.21735537
152 7/31/1998 0.0144175319 -0.012517194 0.1391230971 0.0823199227 0.04005431
153 8/31/1998 -0.127345085 -0.105520613 -0.156565517 -0.189282626 -0.1449086
154 9/30/1998 0.1472312659 -0.00171875 0.2045654058 -0.055913977 0.13244274
155 10/30/1998 -0.038046565 0.0997643396 0.0400874652 0.1514806449 0.01921132
156 11/30/1998 0.1523022503 0.0328571424 0.2071758956 0.113748759 0.19642857
157 12/31/1998 0.1367827803 0.1325034648 0.1016260162 0.0241502691 0.23134328
158 1/29/1999 0.2618296444 0.0281862747 0.1887190342 0.2541484833 0.2020202
159 2/26/1999 -0.142142862 -0.043504171 -0.148718417 -0.074512534 -0.1232493
160 3/31/1999 0.1940049976 0.1062928364 -0.00885878 0.054352764 0.1201278
161 4/30/1999 -0.092747562 -0.047457628 0.0294426922 0.0237068962 0.04107245
162 5/28/1999 -0.007686395 -0.034994069 -0.115955062 -0.083789475 -0.0443836
163 6/30/1999 0.1177381873 0.111247696 0.1005780324 -0.043478262 0.18233944
164 7/30/1999 -0.048510049 -0.032300886 0.1596638709 -0.073863633 -0.0358875
165 8/31/1999 0.0786598697 0.0303899087 0.1915579736 0.0920245424 0.09154929
166 9/30/1999 -0.021607023 0.0587646104 -0.095817491 -0.050000001 0.01105991
167 10/29/1999 0.0220841952 0.1428571492 0.042052146 0.1191658378 0.0793072
168 11/30/1999 -0.016374072 -0.039667897 -0.009297822 0.0292812791 0.20523648
169 12/31/1999 0.2823064923 0.192391932 0.0733496323 0.009548611 0.20112123
170 1/31/2000 -0.161670238 -0.136510506 0.2019741833 0.1083405018 0.02217036
171 2/29/2000 -0.086845465 -0.009354537 0.1424384117 -0.049650893 0.20719178
172 3/31/2000 0.188811183 0.1787346601 0.1675885022 0.0887428075 0.16973995
173 4/28/2000 -0.343529403 0.0104417671 -0.03884415 0.1305660307 -0.103274
174 5/31/2000 -0.103046596 0.0051669315 -0.016520454 -0.240320429 -0.1787244
175 6/30/2000 0.2787212729 0.0059311981 0.07218045 -0.1778761 0.11635565
176 7/31/2000 -0.127343744 -0.026902528 -0.001402525 -0.019375673 0.02949853
177 8/31/2000 0 0.1409477592 0.1219475642 0.2766191065 0.0487106
178 9/29/2000 -0.13607879 -0.014710628 -0.444908172 -0.0995671 -0.1948998
179 10/31/2000 0.1419689059 -0.049837485 0.0827067643 -0.04423077 -0.0248869
180 11/30/2000 -0.16696915 -0.095781073 -0.153722227 -0.195171013 -0.1113689
181 12/29/2000 -0.24400872 -0.029558636 -0.210180625 0.0290404037 -0.2010444